Value-at-risk : is lacking in sub-additivity just an annoying technicality?
Luisa Tibiletti
| Year of publication: |
2008
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|---|---|
| Authors: | Tibiletti, Luisa |
| Published in: |
International journal of risk assessment and management : IJRAM. - Olney, Bucks : Inderscience Enterprises, ISSN 1466-8297, ZDB-ID 2059387-9. - Vol. 9.2008, 1/2, p. 44-51
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| Subject: | Risikomaß | Risk measure | Risiko | Risk | Diversifikation | Diversification | Basler Akkord | Basel Accord |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003741199